protected override void OnBar(Instrument instrument, Bar bar)
{
// Add bar to bar series.
Bars.Add(bar);
Log(bar, barsGroup);
if (fastSMA.Count > 0)
{
Log(fastSMA.Last, fastSmaGroup);
}
if (slowSMA.Count > 0)
{
Log(slowSMA.Last, slowSmaGroup);
}
// Calculate performance.
Portfolio.Performance.Update();
Log(Portfolio.Value, equityGroup);
if (!SuspendTrading)
{
// Check strategy logic.
if (fastSMA.Count > 0 && slowSMA.Count > 0)
{
Cross cross = fastSMA.Crosses(slowSMA, bar.DateTime);
if (!HasPosition(instrument))
{
// Enter long/short.
if (cross == Cross.Above)
{
Order enterOrder = BuyOrder(Instrument, Qty, "Enter Long");
Send(enterOrder);
}
else if (cross == Cross.Below)
{
Order enterOrder = SellOrder(Instrument, Qty, "Enter Short");
Send(enterOrder);
}
}
else
{
// Reverse to long/short.
if (Position.Side == PositionSide.Long && cross == Cross.Below)
{
Order reverseOrder = SellOrder(Instrument, Math.Abs(Position.Amount) + Qty, "Reverse to Short");
Send(reverseOrder);
}
else if (Position.Side == PositionSide.Short && cross == Cross.Above)
{
Order reverseOrder = BuyOrder(Instrument, Math.Abs(Position.Amount) + Qty, "Reverse to Long");
Send(reverseOrder);
}
}
}
}
}
void InitializeAdditionBar()
{
BarViewModel addingBar = ViewModelSource.Create(() => new BarViewModel()
{
Name = "Addition"
});
Bars.Add(addingBar);
var addGroupCommand = ViewModelSource.Create(() => new GroupBarButtonInfo()
{
Caption = "Add", LargeGlyph = DXImageHelper.GetDXImage("Add_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Add_16x16.png")
});
var parentCommand = ViewModelSource.Create(() => new ParentBarButtonInfo(this, MyParentCommandType.CommandCreation)
{
Caption = "Add Command", LargeGlyph = DXImageHelper.GetDXImage("Add_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Add_16x16.png")
});
var parentBar = ViewModelSource.Create(() => new ParentBarButtonInfo(this, MyParentCommandType.BarCreation)
{
Caption = "Add Bar", LargeGlyph = DXImageHelper.GetDXImage("Add_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Add_16x16.png")
});
addGroupCommand.Commands.Add(parentCommand);
addGroupCommand.Commands.Add(parentBar);
addingBar.Commands.Add(addGroupCommand);
addingBar.Commands.Add(parentCommand);
addingBar.Commands.Add(parentBar);
}
/// <summary>
/// See <see cref="UIElementAdapter{TUIElement}.Add(TUIElement)"/> for more information.
/// </summary>
protected override Bar Add(Bar uiElement)
{
Guard.ArgumentNotNull(uiElement, "Bar");
bars.Add(uiElement);
return(uiElement);
}
public void AddBar(double value, string tooltip, string cssClass)
{
Bars.Add(new Bar()
{
Value = value, Tooltip = tooltip, CssClass = cssClass
});
}
void InitializeClipboardBar()
{
BarViewModel clipboardBar = ViewModelSource.Create(() => new BarViewModel()
{
Name = "Clipboard"
});
Bars.Add(clipboardBar);
var cutCommand = ViewModelSource.Create(() => new BarButtonInfo(cutCommandExecuteFunc)
{
Caption = "Cut", LargeGlyph = DXImageHelper.GetDXImage("Cut_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Cut_16x16.png")
});
var copyCommand = ViewModelSource.Create(() => new BarButtonInfo(copyCommandExecuteFunc)
{
Caption = "Copy", LargeGlyph = DXImageHelper.GetDXImage("Copy_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Copy_16x16.png")
});
var pasteCommand = ViewModelSource.Create(() => new BarButtonInfo(pasteCommandExecuteFunc)
{
Caption = "Paste", LargeGlyph = DXImageHelper.GetDXImage("Paste_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("Paste_16x16.png")
});
var selectCommand = ViewModelSource.Create(() => new BarButtonInfo(selectAllCommandExecuteFunc)
{
Caption = "Select All", LargeGlyph = DXImageHelper.GetDXImage("SelectAll_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("SelectAll_16x16.png")
});
var blankCommand = ViewModelSource.Create(() => new BarButtonInfo(blankCommandExecuteFunc)
{
Caption = "Clear Page", LargeGlyph = DXImageHelper.GetDXImage("New_32x32.png"), SmallGlyph = DXImageHelper.GetDXImage("New_16x16.png")
});
clipboardBar.Commands.Add(cutCommand);
clipboardBar.Commands.Add(copyCommand);
clipboardBar.Commands.Add(pasteCommand);
clipboardBar.Commands.Add(selectCommand);
clipboardBar.Commands.Add(blankCommand);
}
private ToolBarVm AddChild(string key)
{
var barVm = new ToolBarVm(HostVm, this, Key);
Bars.Add(barVm);
return(barVm);
}
public static Bars PathLoad(string path)
{
string name = path.Substring(path.Length - 9, 5).Replace(@"\", "");
Bars bars = new Bars(name, BarScale.Daily, 0);
StreamReader sr = new StreamReader(path);
while (sr.Peek() >= 0)
{
string next_line = sr.ReadLine();
string[] temp_ar = next_line.Split(' ');
string date = temp_ar[0].Trim();
string open = temp_ar[1].Trim();
string high = temp_ar[2].Trim();
string low = temp_ar[3].Trim();
string close = temp_ar[4].Trim();
string volume = temp_ar[5].Trim();
if ((Convert.ToDouble(open) > 0) & (Convert.ToDouble(high) > 0) & (Convert.ToDouble(low) > 0) & (Convert.ToDouble(close) > 0))
{
bars.Add(Convert.ToDateTime(date), Convert.ToDouble(open), Convert.ToDouble(high), Convert.ToDouble(low), Convert.ToDouble(close), Convert.ToDouble(volume));
}
}
sr.Close();
return(bars);
}
public SmoothedParabolic(Bars bars, int period, string description)
: base(bars, description)
{
base.FirstValidValue = period * 3;
EMACalculation em = EMACalculation.Modern;
DataSeries o = EMA.Series(bars.Open, period, em);
DataSeries h = EMA.Series(bars.High, period, em);
DataSeries l = EMA.Series(bars.Low, period, em);
DataSeries c = EMA.Series(bars.Close, period, em);
Bars newBars = new Bars(bars);
for (int bar = 0; bar < bars.Count; bar++)
{
newBars.Add(Date[bar], o[bar], h[bar], l[bar], c[bar], bars.Volume[bar]);
}
DataSeries SmoothedPar = Parabolic2.Series(newBars, 0.02, 0.02, 0.2);
for (int bar = base.FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = SmoothedPar[bar];
}
}
public Bar InsertBar(int indexBefore, BarParams barParams)
{
var bar = new Bar(this, indexBefore)
{
Params = barParams
};
if (indexBefore == Bars.Count)
{
Bars.Add(bar);
bar.UpdateTimings();
}
else
{
Bars.Insert(indexBefore, bar);
bar.UpdateTimings();
foreach (var b in Bars.Skip(indexBefore + 1))
{
++b.Index;
b.UpdateTimings();
}
}
return(bar);
}
private void AddStopCode()
{
foreach (var bar in BarViewModel.CreateRange(new[] { 1, 1, 0, 1 }, new[] { 1d, 1d, 1d, 1d }, DefaultBarHeight))
{
Bars.Add(bar);
}
}
private void LoadBarsFromDatabase()
{
// Psuedocode to load all Bars.
foreach (var barData in barIdsLinkedToFooTable.Rows)
{
Bars.Add(new Bar(this, barData["barId"]));
}
}
void NewBar()
{
var oldBar = current;
current = new StockBarData(oldBar.Close, Period);
Bars.Add(current);
OnUpdate(current);
}
public void AddBar(BarTickLookup bar)
{
Bars.Add(bar);
if (!BarLookup.ContainsKey(bar.Bar.Index))
{
BarLookup[bar.Bar.Index] = bar;
}
}
public Bar AddBar()
{
var bar = new Bar(this);
Bars.Add(bar);
BarAdded?.Invoke(this, bar);
return(bar);
}
void AddBarsAndMakeVisible(int[] percentages)
{
for (int i = 0; i < percentages.Length; i++)
{
Bars.Add(new BarViewModel(_barColors[i], percentages[i]));
}
Visible = true;
}
/// <summary>
/// Sets up the bars object. Must be called with every new set of data.
/// </summary>
/// <param name="buckets">buckets BCCharts</param>
protected void BucketsToBars(List <TradeBucket> buckets)
{
_data = new Bars("SADF", BarScale.Minute, 60);
_buckets = buckets;
foreach (TradeBucket bucket in buckets)
{
_data.Add(TimeUtil.FromUnixTime((long)bucket.Time), (double)bucket.Open, (double)bucket.High, (double)bucket.Low, (double)bucket.Close, (double)bucket.Volume);
}
}
protected override void OnBar(Instrument instrument, Bar bar)
{
// Add bar to bar series.
Bars.Add(bar);
// Add bar to group.
Log(bar, barsGroup);
// Add upper bollinger band value to group.
if (bbu.Count > 0)
{
Log(bbu.Last, bbuGroup);
}
// Add lower bollinger band value to group.
if (bbl.Count > 0)
{
Log(bbl.Last, bblGroup);
}
// Add simple moving average value bands to group.
if (sma.Count > 0)
{
Log(sma.Last, smaGroup);
}
// Calculate performance.
Portfolio.Performance.Update();
// Add equity to group.
Log(Portfolio.Value, equityGroup);
// Check strategy logic.
if (!HasPosition(instrument))
{
if (bbu.Count > 0 && bar.Close >= bbu.Last)
{
Order enterOrder = SellOrder(Instrument, Qty, "Enter");
Send(enterOrder);
}
else if (bbl.Count > 0 && bar.Close <= bbl.Last)
{
Order enterOrder = BuyOrder(Instrument, Qty, "Enter");
Send(enterOrder);
}
}
else
{
UpdateExitLimit();
}
}
protected override void OnBar(Instrument instrument, Bar bar)
{
// Add bar to bar series.
Bars.Add(bar);
// Add bar to group.
Log(bar, barsGroup);
// Calculate performance.
Portfolio.Performance.Update();
// Add equity to group.
Log(Portfolio.Value, equityGroup);
// Check strategy logic.
if (Bars.Count > 2)
{
if (!HasPosition(Instrument))
{
if (Bars[Bars.Count - 1].Close > Bars[Bars.Count - 2].Close &&
Bars[Bars.Count - 2].Close > Bars[Bars.Count - 3].Close)
{
Order enterOrder = BuyOrder(Instrument, Qty, "Enter Long");
Send(enterOrder);
}
else if (Bars[Bars.Count - 1].Close < Bars[Bars.Count - 2].Close &&
Bars[Bars.Count - 2].Close < Bars[Bars.Count - 3].Close)
{
Order enterOrder = SellOrder(Instrument, Qty, "Enter Short");
Send(enterOrder);
}
}
else
{
if (Position.Side == PositionSide.Short &&
Bars[Bars.Count - 1].Close > Bars[Bars.Count - 2].Close &&
Bars[Bars.Count - 2].Close > Bars[Bars.Count - 3].Close)
{
Order reverseOrder = BuyOrder(Instrument, Math.Abs(Position.Amount) + Qty, "Reverse to Long");
Send(reverseOrder);
}
else if (Position.Side == PositionSide.Long &&
Bars[Bars.Count - 1].Close < Bars[Bars.Count - 2].Close &&
Bars[Bars.Count - 2].Close < Bars[Bars.Count - 3].Close)
{
Order reverseOrder = SellOrder(Instrument, Math.Abs(Position.Amount) + Qty, "Reverse to Short");
Send(reverseOrder);
}
}
}
}
private void UpdateBars()
{
Transactions.Clear();
Bars.Clear();
for (int month = 1; month < 13; month++)
{
Core.Instance.GetSpendings(SelectedYear, month).ForEach((s) =>
{
if (s.Category == SelectedCategory.category)
{
Bars.Add(new BudgetBar(s));
}
});
}
}
public void AddEntry(int x, int z, MutableObject mutable)
{
var barGo = new GameObject("Iso sub-bound");
var barBound = barGo.AddComponent <BoundingBox>();
barGo.transform.SetParent(BarRoot);
barGo.transform.localRotation = Quaternion.identity;
barGo.transform.localPosition = new Vector3(x, 0, z);
barGo.transform.localScale = Vector3.one;
VisualPayload newPayload = new VisualPayload(mutable,
new VisualDescription(barBound));
Bars.Add(newPayload);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (pc.Count == 0)
{
return;
}
Log(pc.Last, pcGroup);
Log(PriceChannel.Value(Bars, Bars.Count - 1, length, calcType, useLast, barData), pcValueGroup);
Console.WriteLine("{0}, {1}", pc.LastDateTime, pc.Last);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (bias.Count == 0)
{
return;
}
Log(bias.Last, biasGroup);
Log(BIAS.Value(Bars, Bars.Count - 1, 10, BarData.Close), bias2Group);
Console.WriteLine("{0}, {1}", bias.LastDateTime, bias.Last);
}
private Bars GetHistory(BarDataScale dataScale, string symbol, string suffix)
{
string securityName;
List <Candle> candles;
lock (_getHistoryLocker)
candles = _staticProvider.GetStaticData(dataScale, symbol, suffix, out securityName);
Bars bars = new Bars(symbol, dataScale.Scale, dataScale.BarInterval);
foreach (Candle candle in candles)
{
bars.Add(candle.Date, candle.Open, candle.High, candle.Low, candle.Close, candle.Volume);
}
return(bars);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
// Add bar to bar series.
Bars.Add(bar);
Log(bar, barsGroup);
if (fastSMA.Count > 0)
{
Log(fastSMA.Last, fastSmaGroup);
}
if (slowSMA.Count > 0)
{
Log(slowSMA.Last, slowSmaGroup);
}
// Calculate performance.
Portfolio.Performance.Update();
// Add equity to group.
Log(Portfolio.Value, equityGroup);
// Check strategy logic.
if (fastSMA.Count > 0 && slowSMA.Count > 0)
{
Cross cross = fastSMA.Crosses(slowSMA, bar.DateTime);
// Enter long/short.
if (!HasPosition(instrument))
{
if (cross == Cross.Above)
{
enterOrder = BuyOrder(Instrument, Qty, "Enter Long");
Send(enterOrder);
}
else if (cross == Cross.Below)
{
enterOrder = SellOrder(Instrument, Qty, "Enter Short");
Send(enterOrder);
}
}
}
}
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input)
{
// Save the bar for summing
Bars.Add(input);
// check if it is not ready add a 0 to the RviWindow
if (!Bars.IsReady)
{
RviWindow.Add(new IndicatorDataPoint(input.EndTime, 0.0m));
}
else
{
// Bars have been added, so Bars[0] is the current value of the input
// Filter the Close - Open with a four-bar symetical FIR filter before the terms are summed.
var v1 = ((Bars[0].Close - Bars[0].Open) + 2 * (Bars[1].Close - Bars[1].Open) +
2 * (Bars[2].Close - Bars[3].Open) + (Bars[3].Close - Bars[3].Open) / 6);
value1.Add(new IndicatorDataPoint(input.EndTime, v1));
// Filter the High - Low with a four-bar symetical FIR filter before the terms are summed.
var v2 = ((Bars[0].High - Bars[0].Low) + 2 * (Bars[1].High - Bars[1].Low) +
2 * (Bars[2].High - Bars[3].Low) + (Bars[3].High - Bars[3].Low) / 6);
value2.Add(new IndicatorDataPoint(input.EndTime, v2));
// The numerator and denominator are summed independently
decimal num = value1.Sum(point => point.Value);
decimal denom = value2.Sum(point => point.Value);
try
{
// The RVI is the ratio of the numerator to the denominator. Since
// they are lagged by the same amount, due to the filtering,
// the lag is removed by taking the ratio.
RviWindow.Add(new IndicatorDataPoint(input.EndTime, num / denom));
}
catch (DivideByZeroException zex)
{
throw new Exception(zex.Message + zex.StackTrace);
}
}
return(RviWindow[0].Value);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
if (lookBackDays.Count == 0)
{
return;
}
int length = (int)lookBackDays.Last;
double a = SMA.Value(Bars, Bars.Count - 1, length, BarData.Close);
Log(bar, barsGroup);
Log(smd.Last, smdGroup);
Log(lookBackDays.Last, lookBackDaysGroup);
Log(LookBackDays.Value(smd, smd.Count - 1, 20, 20, 60), lookBackDaysGroup2);
Console.WriteLine("{0}, {1}", smd.LastDateTime, smd.Last);
Console.WriteLine("{0}, {1}", lookBackDays.LastDateTime, lookBackDays.Last);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (ama.Count == 0)
{
return;
}
Log(ama.Last, amaGroup);
Log(ama.ERSeries.Last, erGroup);
Log(sma.Last, smaGroup);
Log(KaufmanAMA.Value(Bars, Bars.Count - 1, N, SL, FS), ama2Group);
Console.WriteLine("{0}, {1}", ama.LastDateTime, ama.Last);
Console.WriteLine("{0}, {1}", sma.LastDateTime, sma.Last);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Log(bar, barChartGroup);
Bars.Add(bar);
if (Bars.Count % 20 == 0)
{
if (!HasPosition(instrument))
{
Buy(instrument, 5, "Buy");
}
else
{
Sell(instrument, 5, "Sell");
}
}
Portfolio.Performance.Update();
}
public static DataSeries SMAFilter(string path, int len)
{
DataSeries f = new DataSeries("");
Bars bars = new Bars("", BarScale.Daily, 0);
StreamReader sr = new StreamReader(path);
while (sr.Peek() >= 0)
{
string next_line = sr.ReadLine();
string[] temp_ar = next_line.Split(' ');
string date = temp_ar[0].Trim();
string open = temp_ar[1].Trim();
string high = temp_ar[2].Trim();
string low = temp_ar[3].Trim();
string close = temp_ar[4].Trim();
string volume = temp_ar[5].Trim();
if ((Convert.ToDouble(open) > 0) & (Convert.ToDouble(high) > 0) & (Convert.ToDouble(low) > 0) & (Convert.ToDouble(close) > 0))
{
bars.Add(Convert.ToDateTime(date), Convert.ToDouble(open), Convert.ToDouble(high), Convert.ToDouble(low), Convert.ToDouble(close), Convert.ToDouble(volume));
}
}
sr.Close();
for (int b = len; b < bars.Count; b++)
{
if (bars.Close[b] > SMA.Value(b, bars.Close, len))
{
f.Add(0, bars.Date[b]);
}
else
{
f.Add(1, bars.Date[b]);
}
}
return(f);
}
protected override void OnBar(Instrument instrument, Bar bar)
{
Bars.Add(bar);
Log(bar, barsGroup);
if (dpo1.Count == 0)
{
return;
}
if (sma.Count < length)
{
return;
}
Log(dpo1.Last, dpo1Group);
Log(DPO1.Value(Bars, Bars.Count - 1, length, BarData.Close), dpo1ValueGroup);
Console.WriteLine("{0}, {1}", dpo1.LastDateTime, dpo1.Last);
}
